Euro Bund Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Nov-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Nov-2016 | 
                    22-Nov-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        160.95 | 
                        160.75 | 
                        -0.20 | 
                        -0.1% | 
                        159.72 | 
                     
                    
                        | High | 
                        160.97 | 
                        161.58 | 
                        0.61 | 
                        0.4% | 
                        161.09 | 
                     
                    
                        | Low | 
                        160.50 | 
                        160.70 | 
                        0.20 | 
                        0.1% | 
                        159.14 | 
                     
                    
                        | Close | 
                        160.79 | 
                        161.40 | 
                        0.61 | 
                        0.4% | 
                        160.73 | 
                     
                    
                        | Range | 
                        0.47 | 
                        0.88 | 
                        0.41 | 
                        87.2% | 
                        1.95 | 
                     
                    
                        | ATR | 
                        0.88 | 
                        0.88 | 
                        0.00 | 
                        0.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        521,768 | 
                        741,667 | 
                        219,899 | 
                        42.1% | 
                        4,239,811 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Nov-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                163.87 | 
                163.51 | 
                161.88 | 
                 | 
             
            
                | R3 | 
                162.99 | 
                162.63 | 
                161.64 | 
                 | 
             
            
                | R2 | 
                162.11 | 
                162.11 | 
                161.56 | 
                 | 
             
            
                | R1 | 
                161.75 | 
                161.75 | 
                161.48 | 
                161.93 | 
             
            
                | PP | 
                161.23 | 
                161.23 | 
                161.23 | 
                161.32 | 
             
            
                | S1 | 
                160.87 | 
                160.87 | 
                161.32 | 
                161.05 | 
             
            
                | S2 | 
                160.35 | 
                160.35 | 
                161.24 | 
                 | 
             
            
                | S3 | 
                159.47 | 
                159.99 | 
                161.16 | 
                 | 
             
            
                | S4 | 
                158.59 | 
                159.11 | 
                160.92 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Nov-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                166.17 | 
                165.40 | 
                161.80 | 
                 | 
             
            
                | R3 | 
                164.22 | 
                163.45 | 
                161.27 | 
                 | 
             
            
                | R2 | 
                162.27 | 
                162.27 | 
                161.09 | 
                 | 
             
            
                | R1 | 
                161.50 | 
                161.50 | 
                160.91 | 
                161.89 | 
             
            
                | PP | 
                160.32 | 
                160.32 | 
                160.32 | 
                160.51 | 
             
            
                | S1 | 
                159.55 | 
                159.55 | 
                160.55 | 
                159.94 | 
             
            
                | S2 | 
                158.37 | 
                158.37 | 
                160.37 | 
                 | 
             
            
                | S3 | 
                156.42 | 
                157.60 | 
                160.19 | 
                 | 
             
            
                | S4 | 
                154.47 | 
                155.65 | 
                159.66 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                161.58 | 
                159.82 | 
                1.76 | 
                1.1% | 
                0.77 | 
                0.5% | 
                90% | 
                True | 
                False | 
                767,818 | 
                 
                
                | 10 | 
                163.19 | 
                159.14 | 
                4.05 | 
                2.5% | 
                1.02 | 
                0.6% | 
                56% | 
                False | 
                False | 
                880,358 | 
                 
                
                | 20 | 
                164.06 | 
                159.14 | 
                4.92 | 
                3.0% | 
                0.90 | 
                0.6% | 
                46% | 
                False | 
                False | 
                837,018 | 
                 
                
                | 40 | 
                166.36 | 
                159.14 | 
                7.22 | 
                4.5% | 
                0.77 | 
                0.5% | 
                31% | 
                False | 
                False | 
                777,060 | 
                 
                
                | 60 | 
                166.36 | 
                159.14 | 
                7.22 | 
                4.5% | 
                0.76 | 
                0.5% | 
                31% | 
                False | 
                False | 
                728,454 | 
                 
                
                | 80 | 
                166.36 | 
                159.14 | 
                7.22 | 
                4.5% | 
                0.73 | 
                0.5% | 
                31% | 
                False | 
                False | 
                549,585 | 
                 
                
                | 100 | 
                166.36 | 
                159.14 | 
                7.22 | 
                4.5% | 
                0.69 | 
                0.4% | 
                31% | 
                False | 
                False | 
                440,218 | 
                 
                
                | 120 | 
                166.36 | 
                159.14 | 
                7.22 | 
                4.5% | 
                0.66 | 
                0.4% | 
                31% | 
                False | 
                False | 
                366,852 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            165.32 | 
         
        
            | 
2.618             | 
            163.88 | 
         
        
            | 
1.618             | 
            163.00 | 
         
        
            | 
1.000             | 
            162.46 | 
         
        
            | 
0.618             | 
            162.12 | 
         
        
            | 
HIGH             | 
            161.58 | 
         
        
            | 
0.618             | 
            161.24 | 
         
        
            | 
0.500             | 
            161.14 | 
         
        
            | 
0.382             | 
            161.04 | 
         
        
            | 
LOW             | 
            160.70 | 
         
        
            | 
0.618             | 
            160.16 | 
         
        
            | 
1.000             | 
            159.82 | 
         
        
            | 
1.618             | 
            159.28 | 
         
        
            | 
2.618             | 
            158.40 | 
         
        
            | 
4.250             | 
            156.96 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Nov-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                161.31 | 
                                161.19 | 
                             
                            
                                | PP | 
                                161.23 | 
                                160.99 | 
                             
                            
                                | S1 | 
                                161.14 | 
                                160.78 | 
                             
             
         |